Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47389.5 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45994.52 Kr¶

PnL: ---------------------------------------> -894.05 Kr¶

DD now: ---------------------------------> -2.551 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 13:31:17.792110'

Anic Portfolio¶

Today¶

Return: -0.095 %¶

This Week¶

Return: -1.092 %¶

Total¶

Return: 55.141 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 4.320000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 0.250000 2796.500000 160.500000 6.090000 2636.000010
HMS Networks 2 15.100000 796.000000 123.000000 18.280000 673.000000
SAAB B 8 0.960000 3440.800000 63.800000 1.890000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 0.480000 393.900000 38.900000 10.960000 355.000000
Intrum 4 6.600000 565.200000 38.200000 7.250000 527.000000
MedCap 2 -0.870000 457.000000 36.000000 8.550000 421.000000
Boozt 12 1.080000 1686.000000 32.000000 1.930000 1653.999996
Corem Property Group B 59 -2.100000 604.160000 27.160000 4.710000 576.999999
AcadeMedia 12 -0.980000 579.840000 22.840000 4.100000 557.000004
Resurs Holding 22 -1.320000 594.000000 20.000000 3.480000 573.999998
Swedbank A 3 -0.470000 577.050000 13.050000 2.310000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
Eastnine 4 -0.320000 500.800000 9.800000 2.000000 491.000000
Securitas B 6 -0.020000 578.640000 8.640000 1.520000 570.000000
Norva24 Group 16 0.940000 551.360000 8.360000 1.540000 543.000000
OEM International B 7 -0.650000 534.100000 6.100000 1.160000 527.999997
Karnov Group 9 -0.170000 540.000000 4.000000 0.750000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.190000 248.160000 2.160000 0.880000 246.000000
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Coor Service Management Hold. 8 -0.370000 533.200000 1.200000 0.230000 532.000000
Nordea Bank Abp 29 -0.430000 3453.900000 -0.100000 0.000000 3453.999992
CTEK 13 -0.490000 526.500000 -7.500000 -1.400000 533.999999
Handelsbanken A 5 -0.320000 538.000000 -8.000000 -1.470000 546.000000
Midsona B 63 1.010000 567.000000 -16.000000 -2.740000 582.999984
Essity B 2 -2.880000 543.100000 -30.900000 -5.380000 574.000000
International Petroleum Corp. 5 -0.900000 547.500000 -47.070000 -7.920000 594.565215
Essity A 4 -2.330000 1092.000000 -57.000000 -4.960000 1149.000000
Vivesto 1368 2.150000 545.010000 -67.990000 -11.090000 612.999432
Sampo Oyj SDB 7 -1.100000 3773.000000 -77.000000 -2.000000 3850.000000
Beijer Electronics Group 26 -8.940000 2860.000000 -111.000000 -3.740000 2971.000006
Fasadgruppen Group 35 0.770000 3661.000000 -150.000000 -3.940000 3810.999990
OX2 18 1.030000 1417.500000 -246.500000 -14.810000 1663.999992
Axfood 13 -2.650000 3481.400000 -274.600000 -7.310000 3756.000001
Ovzon 52 -1.510000 2719.600000 -642.400000 -19.110000 3361.999992
TOTAL 45994.520000 -894.050000 -2.55067% 46888.564618

Updated:¶

'2023-01-26 13:31:30.760544'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶